November 24, 2009 | Posted by andrew I’ve been getting frustrated with just how long each run is taking, which is currently about a week. This means that every time that I make a small change, its several days before I know whether it’s successful or not.
I’ve been through the code looking to remove anything that is not essential and pre-compute as [...]
Categories: C | 
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November 17, 2009 | Posted by andrew Well finally I’m getting some useful results as a result of adding the mini-tournaments with the integral validation stage. Here are two strategies trained on 5 minute GBP/USD dollar data for 2006 – 2008 that also show a profit on 2009 data :-
;; Candidate 1
long entry = (- (+ (* (min hour [...]
Categories: Forex, Genetic Programming | Tags: | 9 Comments »
November 11, 2009 | Posted by andrew I’ve had an interesting problem since I started my mini-tournaments with validation on unseen data in that small runs completed OK but larger ones have either locked up the computer (unresponsive with the hard disk thrashing) or the process had been killed.
At first I suspected that my laptop had been hacked into and the hacker [...]
Categories: C, Genetic Programming | Tags: | No Comments »
November 5, 2009 | Posted by andrew Well after several weeks of running I ended up with two contender algorithms :-
Generation 511: Best = 4962.700000
long entry = (- (+ (* (min hour bar) -30) (vol (trunc bid))) (high (- (abs -40) (abs (* bar hour)))))
long exit = (- (close (min (abs (+ bar minute)) (* (abs [...]
Categories: Forex, Genetic Programming | Tags: | No Comments »
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